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Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013

This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy and Spain and using German interest rates as a kind of benchmark. The results reported here provide evidence for breaks between 2006 and 2008. The persistence of the yield...

Persistent link: https://www.econbiz.de/10010239739

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of banking & finance 41 (2014), pp. 109-118

Persistent link: https://www.econbiz.de/10010408487

U.S. stock prices and the dot.com-bubble : can dividend policy rescue the efficient market hypothesis?

Basse, Tobias; Klein, Tony; Vigne, Samuel A.; Wegener, … - In: The journal of corporate finance : contracting, … 67 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013209783

The walking debt crisis

Basse, Tobias; Kruse, Robinson; Wegener, Christoph - 2017

Persistent link: https://www.econbiz.de/10011624094

The walking debt crisis

Wegener, Christoph; Kruse, Robinson; Basse, Tobias - In: Essays on empirical finance in times of crises : …, (pp. 14-26). 2016

Persistent link: https://www.econbiz.de/10011633905

Liquidity risk premia in times of crisis - empirical evidence from the German covered bond market

Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp - In: Essays on empirical finance in times of crises : …, (pp. 28-42). 2016

Persistent link: https://www.econbiz.de/10011633906

Government bond yields in Germany and Spain : empirical evidence from better days

Basse, Tobias; Wegener, Christoph; Kunze, Frederik - In: Quantitative finance 18 (2018) 5, pp. 827-835

Persistent link: https://www.econbiz.de/10011907949

Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany

Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp; … - In: Application of operations research to financial markets, (pp. 407-426). 2019

Persistent link: https://www.econbiz.de/10012160047

Re-investigating the insurance-growth nexus using common factors

Gonzalez, Miguel Rodriguez; Wegener, Christoph; Basse, … - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013339249

Inflation expectations : Australian consumer survey data versus the bond market

Basse, Tobias; Wegener, Christoph - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 416-430

Persistent link: https://www.econbiz.de/10014228143